-92.3%
CDE vs FDS
+10,480.1%
-10,572.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -9.6% | +1.5% | -11.1% | -10.0% |
| 30D | -6.7% | +14.8% | -21.5% | -10.1% |
| 3M | -24.2% | +16.3% | -40.5% | -27.5% |
| 6M | -29.1% | +66.2% | -95.3% | -38.7% |
| YTD | -21.5% | +16.2% | -37.7% | -26.7% |
| 1Y | -7.4% | +21.8% | -29.2% | -14.7% |
| 3Y | +596.3% | -23.9% | +620.2% | +614.0% |
| 5Y | +95.7% | -23.1% | +118.9% | +99.8% |
| 10Y | +53.0% | +128.7% | -75.8% | +21.9% |
| All | -92.3% | +10,480.1% | -10,572.4% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling